VGWL.DE vs. LBRE.DE
VGWL.DE (Vanguard FTSE All-World UCITS ETF Distributing) and LBRE.DE (Lyxor STOXX Europe 600 Basic Resources UCITS ETF Acc) are both exchange-traded funds - VGWL.DE is a Global Equities fund tracking the FTSE All-World, while LBRE.DE is a Industrials Equities fund tracking the STOXX® Europe 600 Basic Resources. Both are passively managed. Over the past 5 years, VGWL.DE returned 12.28%/yr vs 11.64%/yr for LBRE.DE. A 0.54 correlation means they provide meaningful diversification when combined. VGWL.DE charges 0.22%/yr vs 0.30%/yr for LBRE.DE.
Performance
VGWL.DE vs. LBRE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VGWL.DE achieves a 12.63% return, which is significantly lower than LBRE.DE's 32.03% return.
VGWL.DE
- 1D
- -0.24%
- 1M
- 3.64%
- YTD
- 12.63%
- 6M
- 12.78%
- 1Y
- 26.26%
- 3Y*
- 17.85%
- 5Y*
- 12.28%
- 10Y*
- —
LBRE.DE
- 1D
- -0.97%
- 1M
- 5.56%
- YTD
- 32.03%
- 6M
- 41.37%
- 1Y
- 78.47%
- 3Y*
- 19.81%
- 5Y*
- 11.64%
- 10Y*
- 16.21%
VGWL.DE vs. LBRE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGWL.DE Vanguard FTSE All-World UCITS ETF Distributing | 12.63% | 9.18% | 24.40% | 18.17% | -13.48% | 28.60% | 5.38% | 30.12% | -6.03% | 2.20% |
LBRE.DE Lyxor STOXX Europe 600 Basic Resources UCITS ETF Acc | 32.03% | 33.09% | -8.87% | -2.42% | 9.41% | 26.55% | 13.06% | 22.34% | -12.39% | 4.24% |
Correlation
The correlation between VGWL.DE and LBRE.DE is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2017 | 0.54 |
The correlation between VGWL.DE and LBRE.DE has been stable across timeframes, ranging from 0.49 to 0.54 - a consistent structural relationship.
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Return for Risk
VGWL.DE vs. LBRE.DE — Risk / Return Rank
VGWL.DE
LBRE.DE
VGWL.DE vs. LBRE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF Distributing (VGWL.DE) and Lyxor STOXX Europe 600 Basic Resources UCITS ETF Acc (LBRE.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| VGWL.DE | LBRE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.82 | ||
| Sortino ratioReturn per unit of downside risk | -0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.50 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.99 | 4.71 | -0.72 |
| Martin ratioReturn relative to average drawdown | 16.38 | 18.65 | -2.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VGWL.DE | LBRE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.32 | 3.15 | -0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.44 | +0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.62 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.17 | +0.60 |
Drawdowns
VGWL.DE vs. LBRE.DE - Drawdown Comparison
The maximum VGWL.DE drawdown since its inception was -33.40%, smaller than the maximum LBRE.DE drawdown of -74.21%. Use the drawdown chart below to compare losses from any high point for VGWL.DE and LBRE.DE.
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Drawdown Indicators
| VGWL.DE | LBRE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.40% | -74.21% | +40.81% |
Max Drawdown (1Y)Largest decline over 1 year | -6.57% | -17.12% | +10.55% |
Max Drawdown (3Y)Largest decline over 3 years | -21.04% | -33.23% | +12.19% |
Max Drawdown (5Y)Largest decline over 5 years | -21.04% | -37.22% | +16.18% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.32% | — |
Current DrawdownCurrent decline from peak | -0.64% | -2.86% | +2.22% |
Average DrawdownAverage peak-to-trough decline | -4.34% | -31.35% | +27.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 4.26% | -2.65% |
Volatility
VGWL.DE vs. LBRE.DE - Volatility Comparison
The current volatility for Vanguard FTSE All-World UCITS ETF Distributing (VGWL.DE) is 3.02%, while Lyxor STOXX Europe 600 Basic Resources UCITS ETF Acc (LBRE.DE) has a volatility of 9.86%. This indicates that VGWL.DE experiences smaller price fluctuations and is considered to be less risky than LBRE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VGWL.DE | LBRE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.02% | 9.86% | -6.84% |
Volatility (6M)Calculated over the trailing 6-month period | 8.13% | 21.55% | -13.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.29% | 25.64% | -14.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.76% | 26.23% | -12.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.51% | 28.67% | -13.16% |
VGWL.DE vs. LBRE.DE - Expense Ratio Comparison
VGWL.DE has a 0.22% expense ratio, which is lower than LBRE.DE's 0.30% expense ratio.
Dividends
VGWL.DE vs. LBRE.DE - Dividend Comparison
VGWL.DE's dividend yield for the trailing twelve months is around 1.24%, while LBRE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
LBRE.DE Lyxor STOXX Europe 600 Basic Resources UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VGWL.DE Vanguard FTSE All-World UCITS ETF Distributing | 1.24% | 1.42% | 1.48% | 1.73% | 2.09% | 1.43% | 1.56% | 1.87% | 2.26% | 0.37% |
Frequently Asked Questions
VGWL.DE and LBRE.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VGWL.DE is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VGWL.DE is cheaper with a 0.22% expense ratio, compared with 0.30% for LBRE.DE.
VGWL.DE is categorized as Global Equities, while LBRE.DE is Industrials Equities. VGWL.DE tracks FTSE All-World, while LBRE.DE tracks STOXX® Europe 600 Basic Resources. They also come from different issuers: Vanguard and Amundi. Their fees differ too: 0.22% for VGWL.DE and 0.30% for LBRE.DE.
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